Pages that link to "Item:Q1621677"
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The following pages link to Testing monotonicity of pricing kernels (Q1621677):
Displayed 6 items.
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- The pricing kernel puzzle in forward looking data (Q1710579) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445) (← links)
- The shape of small sample biases in pricing kernel estimations (Q4555119) (← links)
- SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)